Ma, Donglian; Tanizaki, Hisashi - In: Financial innovation : FIN 8 (2022), pp. 1-25
In this study, an investigation is conducted into the phenomenon of price clustering in Bitcoin (BTC) denominated in … BTC/JPY transactions, and the other is how the scale of price clustering varies throughout a trading day. With the … assistance of statistical measures, the last two digits of BTC price were discovered to cluster at the numbers that end with '00 …